+338.7%
ELF vs BBWI
-45.0%
+383.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | +4.3% | -7.7% | +12.0% | +6.4% |
| 30D | +7.7% | +24.8% | -17.0% | +1.3% |
| 3M | +24.7% | +16.2% | +8.5% | +18.6% |
| 6M | +114.6% | +15.8% | +98.8% | +103.3% |
| YTD | +55.8% | +11.4% | +44.4% | +48.4% |
| 1Y | +51.9% | +3.2% | +48.7% | +45.8% |
| 3Y | +24.6% | -23.5% | +48.1% | +26.0% |
| 5Y | +279.2% | -67.4% | +346.6% | +350.8% |
| 10Y | +338.7% | -46.0% | +384.7% | +273.3% |
| All | +338.7% | -45.0% | +383.7% | +273.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling